MSFT ボラティリティ Microsoft Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.31.5%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.21.8%
HV6037.6%
IV − HV20スプレッド
+9.7pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
30
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 日分記録済み
Cboe delayed options data · 基準日時： 06:40 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキューThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | インプライドムーブ |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 26.4% | +2.8pt | ±1.6% |
| Oct 23, 2026 | 3 | 26.9% | +3.2pt | ±2.3% |
| Oct 26, 2026 | 6 | 23.0% | +3.3pt | ±2.5% |
| Oct 30, 2026 | 10 | 40.4% | +2.8pt | ±5.6% |
| Nov 02, 2026 | 13 | 36.4% | +5.5pt | ±5.8% |
| Nov 06, 2026 | 17 | 35.1% | +3.0pt | ±6.3% |
| Nov 13, 2026 | 24 | 32.3% | +3.3pt | ±6.8% |
| Nov 20, 2026 | 31 | 31.4% | +3.3pt | ±7.5% |
| Nov 27, 2026 | 38 | 29.5% | +3.4pt | ±7.7% |
| Dec 18, 2026 | 59 | 29.2% | +3.2pt | ±9.5% |
| Jan 15, 2027 | 87 | 28.5% | +3.0pt | ±11.2% |
| Feb 19, 2027 | 122 | 30.2% | +2.6pt | ±14.0% |
| Mar 19, 2027 | 150 | 30.1% | +2.5pt | ±15.5% |
| Apr 16, 2027 | 178 | 29.7% | +2.7pt | ±16.7% |
| Jun 17, 2027 | 240 | 30.7% | +2.7pt | ±19.9% |
| Sep 17, 2027 | 332 | 31.1% | +2.4pt | ±23.7% |
ボラティリティスマイル — Nov 20, 2026
ストライク別インプライドボラティリティ。プット側（左側が高い）への傾きがスキューです：下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20